+797.8%
PH vs LH
+183.3%
+614.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | -1.3% | -4.7% | +3.4% | +1.3% |
| 30D | -11.0% | -3.5% | -7.5% | -9.4% |
| 3M | +5.5% | +17.7% | -12.2% | -3.9% |
| 6M | +1.5% | +15.8% | -14.3% | -7.0% |
| YTD | +8.8% | +25.1% | -16.3% | -4.7% |
| 1Y | +24.5% | +12.5% | +12.0% | +15.0% |
| 3Y | +141.2% | +59.8% | +81.4% | +78.8% |
| 5Y | +256.3% | +27.1% | +229.2% | +194.7% |
| All | +797.8% | +183.3% | +614.6% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling